+277.3%
MCHP vs TRU
+228.8%
+48.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.2% |
| 7D | 0.0% | -2.7% | +2.8% | +1.5% |
| 30D | -6.0% | -2.0% | -4.0% | -5.6% |
| 3M | -19.7% | +18.4% | -38.1% | -28.6% |
| 6M | +14.0% | +8.9% | +5.2% | +5.0% |
| YTD | +18.4% | -8.9% | +27.4% | +17.9% |
| 1Y | +17.1% | -15.9% | +33.0% | +20.8% |
| 3Y | +0.7% | -1.1% | +1.8% | -9.6% |
| 5Y | +5.1% | -35.2% | +40.3% | +18.9% |
| 10Y | +206.3% | +145.3% | +61.0% | +88.1% |
| All | +277.3% | +228.8% | +48.5% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling